Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47925.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46530.69 Kr¶

PnL: ---------------------------------------> -357.88 Kr¶

DD now: ---------------------------------> -1.448 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:05:21.293277'

Anic Portfolio¶

Today¶

Return: 0.825 %¶

This Week¶

Return: 0.825 %¶

Total¶

Return: 56.896 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.510000 2863.000000 227.000000 8.610000 2636.000010
Beijer Electronics Group 26 0.000000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 4.220000 670.240000 93.240000 16.160000 576.999999
Samhällsbyggnadsbo. i Norden B 20 4.520000 444.200000 89.200000 25.130000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.540000 270.960000 24.960000 10.150000 246.000000
Boozt 12 0.430000 1677.600000 23.600000 1.430000 1653.999996
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.740000 3474.780000 20.780000 0.600000 3453.999992
OEM International B 7 1.830000 546.700000 18.700000 3.540000 527.999997
Coor Service Management Hold. 8 0.660000 549.600000 17.600000 3.310000 532.000000
Intrum 4 1.950000 542.800000 15.800000 3.000000 527.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Resurs Holding 22 -0.450000 582.340000 8.340000 1.450000 573.999998
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
MedCap 2 1.180000 429.000000 8.000000 1.900000 421.000000
Essity B 2 0.450000 579.000000 5.000000 0.870000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 1.380000 571.440000 1.440000 0.250000 570.000000
Handelsbanken A 5 0.180000 546.750000 0.750000 0.140000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.730000 574.800000 -2.200000 -0.380000 577.000002
Swedbank A 3 -0.160000 560.100000 -3.900000 -0.690000 564.000000
CTEK 13 1.080000 523.510000 -10.490000 -1.960000 533.999999
SAAB B 8 1.930000 3345.600000 -31.400000 -0.930000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.370000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.290000 3565.900000 -190.100000 -5.060000 3756.000001
Ovzon 52 3.990000 3114.800000 -247.200000 -7.350000 3361.999992
Fasadgruppen Group 35 -0.510000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46530.690000 -357.880000 -1.44833% 46888.564618

Updated:¶

'2023-01-16 13:05:33.558399'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶